-16.8%
AVGO vs MLM
-14.5%
-2.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.1% |
| 7D | -9.9% | -4.1% | -5.8% | -9.0% |
| 30D | -22.0% | +8.2% | -30.2% | -23.0% |
| 3M | -30.0% | -3.6% | -26.5% | -29.2% |
| 6M | -30.7% | -15.6% | -15.2% | -27.8% |
| YTD | -14.7% | -16.4% | +1.8% | -16.5% |
| 1Y | -16.8% | -14.3% | -2.4% | -20.6% |
| All | -16.8% | -14.5% | -2.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling